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Science/Engineering Finite Markov chains, Undergraduate Texts in Mathematics

Posted on 2010-03-16




Name:Science/Engineering Finite Markov chains, Undergraduate Texts in Mathematics
ASIN/ISBN:0387901922
Language:English
File size:9.11 Mb
Publisher: Springer
Pages: 244 pages
Publish Date: 1983 -12 -5
Language: English
ISBN: 0387901922
File Type: PDF
File Size: 9.11 MB
   Science/Engineering Finite Markov chains, Undergraduate Texts in Mathematics

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Finite Markov chains, Undergraduate Texts in Mathematics

by: John G. Kemeny, James Laurie Snell


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The basic concepts of Markov chains were introduced by A.A.Markov in 1907. Since that time Markov chain theory has been developed by a number of leading mathematicians.It is only in very recent times that the importance of Markov chain theory to the social and biological sciences has become recognized.This new interest has,we believe ,produced a real need for treatment,in English ,of the basic ideas of finite Markov chains.

Contents

CHAPTER I PREREQUISITES

CHAPTER II BASIC CONCEPTS OF MARKOV CHAINS

CHAPTER III ABSORBING MARKOV CHAINS

SECTION

CHAPTER V ERGODIC MARKOV CHAINS

CHAPTER VI FURTHER RESULTS

CHAPTER VII APPLICATIONS OF MARKOV CHAINS

APPENDIX I SUMMARY OF BASIC NOTATION

APPENDIX III BASIC QUANTITIES FOR ABSORBING CHAINS

APPENDIX IV BASIC FORMULAS FOR ABSORBING CHAINS

ERGODIC CHAINS

APPENDIX VIII GENERALIZATION OF A FUNDAMENTAL MATRIX

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